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MF_PRC_NeutralizeInData    

简述

  根据因子数据，市值行业数据获取中性化后结果
定义
MF_PRC_NeutralizeInData(FactorData:DBData;FactorName:String;MVFactorName:String;HYFactorName:String):Array
参数
名称类型说明
FactorDataDBData数据表类型,，因子数据 包含【截止日】【代码】、因子名称、行业列名、市值列名
FactorNameString字符串,，因子名称 如【收盘价】
MVFactorNameString字符串,，市值列名 如【市值】
HYFactorNameString字符串,，行业列名 如【行业】
返回ArrayArray,中性化后因子值。包含【截止日】【代码】【因子名称】【因子名称_中性化后】
  • 范例

    范例01
    FactorData:=array(
    ("截止日":45712,"代码":"SZ000001","收盘价":11.47,"行业":"SWHY480000","市值":22491110.714952),
    ("截止日":45712,"代码":"SZ000002","收盘价":7.68,"行业":"SWHY430000","市值":7598643.84643),
    ("截止日":45712,"代码":"SH600900","收盘价":27.33,"行业":"SWHY410000","市值":66139991.665765),
    ("截止日":45712,"代码":"SZ000063","收盘价":42.5,"行业":"SWHY730000","市值":17639896.8498),
    ("截止日":45712,"代码":"SZ000157","收盘价":7.5,"行业":"SWHY640000","市值":5387728.668006),
    ("截止日":45712,"代码":"SZ000425","收盘价":8.79,"行业":"SWHY640000","市值":7007639.641092),
    ("截止日":45712,"代码":"SZ000568","收盘价":119.9,"行业":"SWHY340000","市值":17903973.248155),
    ("截止日":45712,"代码":"SZ000625","收盘价":13.43,"行业":"SWHY280000","市值":10956453.873582),
    ("截止日":45712,"代码":"SZ000651","收盘价":40.5,"行业":"SWHY330000","市值":22762246.698512),
    ("截止日":45712,"代码":"SH600795","收盘价":4.12,"行业":"SWHY410000","市值":7473124.395358));
      FactorName:="收盘价";
      MVFactorName:="市值";
      HYFactorName:="行业";
      return MF_PRC_NeutralizeInData(FactorData,FactorName,MVFactorName,HYFactorName);

    //结果
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